+756.9%
WCC vs PSLV
+120.6%
+636.3%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.4% | -3.7% | -1.8% |
| 7D | +6.8% | +3.3% | +3.5% | +6.0% |
| 30D | -3.0% | +2.1% | -5.1% | -3.5% |
| 3M | +0.2% | +7.1% | -6.9% | -1.5% |
| 6M | +33.2% | -21.6% | +54.7% | +38.9% |
| YTD | +45.8% | -6.7% | +52.5% | +42.6% |
| 1Y | +68.4% | +59.3% | +9.1% | +45.9% |
| 3Y | +131.1% | +182.1% | -51.0% | +75.5% |
| 5Y | +225.6% | +162.6% | +63.0% | +147.1% |
| 10Y | +534.2% | +203.0% | +331.1% | +355.6% |
| All | +756.9% | +120.6% | +636.3% | +471.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded PSLV wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling